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During a quiet evening, Benjamin Sisko reveals to Kasidy Yates that he has recently purchased twelve hecapates of land on Bajor, in the Kendra Province. He plans to build a home there, for his retirement years. They reminisce about the past, marveling at how much has changed in Sisko's seven years on DS9. They are a couple, very much in love.

Kira informs everyone that Worf is missing in combat, and is presumed dead. Worf had been in command of the Klingon vessel IKS Koraga, which was destroyed by a Dominion patrol near the Badlands. Although six of its escape pods were recovered, Worf wasn't aboard any of them.

Searching the area for three days, the USS Defiant can find no trace of Worf; back at the station, Quark tries to cheer up a demoralized Ezri Dax. Later that evening, the Defiant calls off the search in the face of a dozen approaching Dominion ships.

Instead of pursuing the Defiant, the Dominion ships are diverted by Weyoun to Devos II to protect the Son'a's ketracel-white facility. When Weyoun questions Damar's drinking of kanar, Damar turns the tables and questions the health of the Founders. Weyoun dismisses his queries, and orders the installation of a new subspace, secretly-encoded communication channel for the Founder on Cardassia.

Walking past Worf's now-empty quarters, Dax overrides the lock and enters. She sees the bat'leth given to Jadzia by Worf, and begins to reminisce about Jadzia's relationship and marriage to Worf. She suddenly feels more than ever a part of the Dax symbiont, so she borrows the runaboutUSS Gander to search for Worf on her own.

At first Sisko tries to persuade Ezri to turn back the ship, however he eventually lets her go to try to find Worf. Sisko supplies her with their search logs from the Defiant to improve her chances.

While studying the ship's logs, Ezri discovers that the six recovered escape pods had all been launched from the starboard side of the ship. Assuming Worf made it to a port-side escape pod, Ezri uses the ship's computers to calculate the pod's trajectory, and follows it in the runabout. Disregarding the computer's warning that such a maneuver could be dangerous, she even powers down the ship's thrusters, to more closely simulate a drifting pod in the Badlands currents.

Sisko, who is constructing a scale model of his prospective house on Bajor, is discussing some of its design details with Kasidy, when suddenly he proposes marriage, even producing an engagement ring from a table in the model house. She accepts, and the joyous couple embrace.

Ezri's plan succeeds: she locates an escape pod, captures it with a tractor beam, and transports its sole occupant – a disoriented Worf – aboard safely to her runabout.

On Cardassia, the Founder finds the newly-installed communication system adequate. However, she seems more concerned with Weyoun's news regarding their search for a vaccine. The latest batch of vaccine failed to accomplish its goal of finding a cure for the sickness infecting the Great Link, so she tears off a piece of herself, giving it to Weyoun as a tissue sample for future experimentation by the next round of Vorta medical clones. She insists on keeping the sickness a secret from the Cardassians, whose suspicions have already been aroused.

Benjamin asks his son Jake to be the best man at his wedding; Jake eagerly accepts, noting with delight that his duties also include planning the groom's bachelor party.

On their way back to DS9, Worf and Ezri soon grow tense and stand-offish with one another, until Ezri tries to break the ice. She gets Worf to admit that he had been singing the Klingon operaGav'ot toh'va before she rescued him. When her inquiries regarding Worf's son Alexander get too personal, they begin to argue, but their argument is interrupted by two incoming Jem'Hadar fighters. Attempting to hide in the Goralis system, they emergency-transport to the surface of a planet, moments before the Gander burns up in the planet's atmosphere. They immediately discover that they are without their communications gear, and therefore have no way to contact home.

While planning their nuptials, which they both expect to be an intimate affair, Sisko and Yates are approached by Sahgi, a young Bajoran girl, who congratulates them and asks if she can be a dais bearer. The question prompts confusion in Ben and Kasidy, but Sahgi simply says that she understands they can only pick fifty-one girls for position but it would be such an honor for her. Now Ben and Kasidy are really confused, but Sahgi tells them it's going to be the biggest wedding Bajor has ever seen. It is not just Ben Sisko getting married, but the Emissary of the Prophets. Then the couple notice a crowd of Bajorans on the Promenade, all marveling at the sight of the Emissary and his wife-to-be. The two realize their wedding will be far more difficult than most.

On Cardassia, Dukat pays an unexpected visit to Damar, asking for a favor.

Still marooned on the planet, Worf and Dax quickly get on each other's nerves. Their arguments, about their current predicament as well as their past, lead then to nearly come to blows – only to wind up in one another's embrace. Later that night, still sleeping side-by-side, they are stunned by the Breen and taken prisoner.

Worf and Dax find out they are on a Breen ship and that the ship is moving, leaving orbit.

Damar is called back to his quarters to find Dukat appearing Bajoran after meeting with the plastic surgeon Damar recommended. Dukat reveals that he needs this appearance for a plan without elaborating on it further.

Sisko experiences another vision from the Prophets, urging him to accept his destiny as the Emissary of the Prophets. The Prophet which embodied his mother, Sarah Sisko, reappears, hinting that he must fulfill his destiny alone, without even Kasidy. Despite Benjamin professing his love for Kasidy, the vision tells him to walk his road alone, and that his biggest trial is about to begin.

"Personally I don't know what Jadzia ever saw in the man."
"Well, his brains."

- O'Brien and Bashir, talking about Captain Boday and alluding to his transparent skull

"Does Weyoun know you're here?"
"Ah, I see he still has you under his thumb."
"My concern is for you. The last time you saw him you made certain promises, promises you weren't able to keep."
"I may have failed to re-open the wormhole, but I assure you, I have no regrets. You see, I've come to know the love of the Pah-wraiths."
"You almost sound as if you believe it."
"I do."

- Damar and Dukat

"Don't turn your back! Talk to me, you coward!"
"Do not call me a coward!"
"I can't believe I'm stuck here with you!"
"Perhaps you would rather be back on the station with Captain Boday, you sli'vak!"

- Ezri Dax and Worf

"Captain, we have a problem. It's Ezri. She's gone."
"Gone?!"
"There's a runabout missing."
"She must've gotten it into her head to go looking for Worf."
"What could she be thinking?"
"She's a Dax. Sometimes they don't think. They just do."

"Sir, do you think there's any chance she'll be able to find him?"
"I wish I could say 'yes'."
"Then may I ask why you're letting her do this?"
"Because she needs to. And because she'd never forgive me if I stopped her."

- Odo and Benjamin Sisko

"Do you swear to stand with him against all who would oppose you?"
"I swear."

"You are the Sisko. You are part of me."
"If that's true, if you really do care about me, if you consider me your son, then let me have this!"
"It is not for you to have. There are many tasks still ahead of you. Accept your fate. Your greatest trial is about to begin. Don't be afraid. All will be as it should be."
"Mother..."
"Stay on the path, Benjamin."

This episode is the first part of a ten-hour, nine-part series finale, advertised as "The Final Chapter".

Of the decision to take the show fully serialized for the remainder of the seventh season, Executive Producer Rick Berman explains that it was a necessity due to the level of narrative intricacy that had been built up over the previous six years; "We knew there was no way that we were going to be able to tie this up in one two-hour finale. So rather than try to tie up every loose end in the few hours, we thought, 'Why not look at the last third of the season as a continuing, building conclusion to the seven-year story?' But we also wanted to be certain that it would not feel like you were watching a soap opera, or that people coming into an episode would not feel like, 'Oh God, I just picked up episode three of a five-part miniseries.' We just tried to give each episode a beginning, middle, and end, and a sense of totality, despite the fact that we were carrying forward certain ideas." (Star Trek: Deep Space Nine Companion)

Berman has also commented; "The biggest challenge in wrapping the whole thing up was realizing that to bring some closure to so many different characters was going to take far more than one hour of television, and even when we realized we were going to do a two-hour special final episode, we realized that we had to start resolving characters early, because there's so many of them, there were so many little strings to be put into bows. That was a big challenge, deciding what we could do and what we couldn't do. I think if we'd had five more episodes to resolve everything, we could have used them". ("Ending an Era", DS9 Season 7 DVD, Special Features)

Although taking the show serialized may have seemed inevitable to viewers, the specifics of how that serialization might work hadn't been planned in advance. As Ira Steven Behr explains, "We didn't lay it out at the beginning of the year. We planned each episode as we were doing them. That allowed us to find great stuff, but occasionally, it put us into situations where we were saying to each other, 'Well, what do you want to do with Dukat and Winnnow?' 'I dunno, what do you want to do with them now?'" (Star Trek: Deep Space Nine Companion)

In the Companion, each of the staff writers gives their thoughts on the process of creating ten interconnected hours of television:

René Echevarria: "It was frightening. And I've got to say there were moments in which I was afraid we weren't going to pull it off. Moments when I thought that we'd backed ourselves into a corner. It wasn't until we had broken the last episode that I finally said, 'You know what? I think we did it.'"

David Weddle: "It was definitely hard, but it was 'good' hard. It was 'exciting' hard. We had a lot of balls to juggle. A lot of stories to keep going. You really got a sense of how big the story was becoming. That was fun, but we had so many balls in the air, and so many questions about how we could service each story and each episode."

Bradley Thompson: "We had graphs and charts. We knew what we wanted to do, and we had a kind of wish list of what we were going to try. As for how we were going to get there – we had no clue."

Ronald D. Moore: "We knew where all the characters were going to end up. We had talked specifics: Odo goes to the Great Link; Sisko goes over to the Prophets; Kira gets the station; O'Brien goes home. We had gone through them all. We knew that we had to wrap up the War. The War was going to end, and all these people were going to meet their fates. We had stroked out some very general stuff about the arc. 'This should happen. We'd like it to be a classic three-act structure. The episodes should be in this order.' But the discussions kept getting more complicated. We'd sit in the room and try to keep it all straight as one big piece, and it got very difficult."

Ira Steven Behr: "The basic overall structure was there, but the details had to be filled in on the run. It was a journey into the unknown. We took a lot of risks. We ran the risks of taking missteps and falling on our faces. And the only thing we had that would convince people that we were doing the right thing was the quality of the episodes. We had to keep everyone interested in order to keep doing what we wanted to do. That was our one fallback position. People might have hated the fact that it was serialized. They might have hated the direction that the show was going in, but they had to admit that the episodes were pretty good."

In accordance with this statement by Behr, Ron Moore points out that the primary concern of all of the writers, beyond anything else, was ensuring that the shows maintained a certain level of quality – that they made for good television: "What we primarily were feeling was pressure from within, our own pressure to make it work, to make it as good as we could. We all heard a lot of 'This isn't good enough. How can we make it better?'" (Star Trek: Deep Space Nine Companion)

Moore has also commented; "We wanted to pay off as many things as we could pay off. And so all of our conversations tilted in that direction; what's going to happen to Quark, what's going to happen to Rom, are we going to kill any of the main characters, who's going where, who's going to end up on the station, is Bajor coming into the Federation? All of these sorts of questions were continually chewed around by the writing staff endlessly. From season six forward, there was a focus on the end, of trying to wrap up the show by the end, but then along the way, you're still coming up with new ideas, and new threads are starting and new stories are starting, and so what begins as this small piece of fabric becomes this enormous tapestry that you're trying to get your arms around and trying to wrap. I'm sure there are things we didn't pay off, I know there are certain aspects of it that we never paid off, but it was the focus of our attention for two solid years." ("Ending an Era", DS9 Season 7 DVD, Special Features)

Assistant director Louis Race gives a slightly more metaphorical overview of the Final Chapter; "Each piece of the arc was like a boxcar, and we were all here watching them go by. Each boxcar had some machine parts in it, some toys, some clothing. And each show brought a little more clothing, a little more machine parts, a little more toys. And the challenge was to figure out how each small story fit into the bigger story." (Star Trek: Deep Space Nine Companion)

Steve Posey, who directed both "Penumbra" and "Extreme Measures" found the nature of the project intriguing, the fact that he was working on an evolving story without actually knowing what was coming next; "I tried to deal with things the same way the characters did – as it was happening." (Star Trek: Deep Space Nine Companion)

The title of this episode, Penumbra, refers to a region of half-shadow, half-light. The word is usually used to refer to one of the parts of the shadow during an eclipse. The penumbra comes before the umbra itself, the darkest part of the shadow. Therefore the title may be a reference to the fact that the show was now moving into its final chapter.

It was decided very early in the formulation of The Final Chapter that the first episode was going to focus on Ezri and Worf. This served a two-fold purpose for the writers. As Ira Behr explains, "We really wanted Ezri to wind up with Bashir, but we couldn't just jump into having her involved with him, because we'd have to go back and deal with the Worf stuff. She had to get old business out of the way before she could go on to new business." The other reason for beginning with the Ezri/Worf story was to give the audience a perspective on the new turn of events in the Dominion War. As René Echevarria explains, "This was our way of putting them behind enemy lines. They would be the ones who bring us to the plot about the Breen, who we'd decided would jack up the war stakes when the Dominion loses the Romulans as an ally. It was a very roundabout way of getting to a larger geopolitical point." (Star Trek: Deep Space Nine Companion)

When Sisko says that his falling in love with Bajor and wanting to spend the rest of his life there "wasn't part of the masterplan," there is a subtle irony at play insofar as his attachment to the planet and his love for the Bajoran people were indeed very much part of the Prophets' masterplan.

After this episode aired, some fans queried why, after an apparent night of passion, Worf and Ezri are both fully clothed the next morning. Ira Behr has the answer: "What was a Klingon like under his clothes? It was just too complicated to think about!" (Star Trek: Deep Space Nine Companion)

The Sarah Prophet tells Sisko in this episode that if he marries Kasidy, he "will know nothing but sorrow." What exactly she means by this would not be revealed until "The Dogs of War" (where it is revealed that Kasidy is pregnant) and "What You Leave Behind" (where Sisko has to leave his corporeal existence without ever having seen his unborn child). One can also assume that this 'sorrow' is the penance exacted by the Prophets for destroying the Dominion fleet in "Sacrifice of Angels". Indeed, this makes sense when one considers the words of a Prophet in that episode; "The Sisko is of Bajor, but he will find no rest there," combined with Sisko's intention to live on Bajor with Kasidy and their child.

The photo of Joseph and Sarah Sisko was given to Benjamin in the seventh season opener "Image in the Sand", after Jake had accidentally found the picture while cleaning a storage room in his grandfather's house.

Jake's allusion to the fact that he set his father up with Kasidy refers to the third season episode "Explorers", where he first mentioned her to Sisko, and the following episode, "Family Business", where Sisko first meets her.

Captain Boday is mentioned for the fourth time in this episode. Previously, he had been mentioned in "The Maquis, Part I" (where it was revealed that he and Jadzia Dax had had dinner together several times), "Let He Who Is Without Sin..." (where Worf worries about Jadzia's feelings for him) and "Resurrection" (where Jadzia had attempted to convince Kira to bring him to dinner with her and Worf).

Kassidy Yates tells Sisko that "My mother would prefer for her daughter to be married by a minister..." which is the first indication that an Earthreligion (in this case Christianity) could still exist in the 24th century, as previously Gene Roddenberry, a noted atheist, had suggested that religion would be extinct in humanity by the time of the Star Trek series (especially in Star Trek: The Next Generation, over which Roddenberry had total creative control). However, in the original series episode "Balance of Terror" the Enterprise had a ship's chapel on board, and there is an explicit reference to Christianity in TOS episode "Bread and Circuses". In addition, Kirk expresses a monotheist view (apparently on behalf of the human race generally) to Apollo in "Who Mourns for Adonis?".

For a few scenes in the runabout, Ezri incorrectly has two solid pips on her collar, denoting a Lieutenant. Her correct insignia (one solid and one hollow pip) appears for the remainder of the episode.

The script specified that Oram's monastery was in Adarak, but that bit of information did not make it on screen.